st: bootstrap and predictive logistic model

[Fabio Alberto Camargo Figuera <falcafi@yahoo.es>]

Hi.

I am developing a predictive logistic model.

The regression coefficients were selected using the stepwise method:

. xi: sw, lr pe(.05 ) pr(.051) lockterm1: logistic depvar (var1 i.var2) 
var3 (i.var4) var5
. lroc, nograph

depvar is the outcome
va2 and var4 re dummy variables, and I want to evaluate each as a whole, 
so I use the parentheses.
I want to force the inclusion of the variables var1 and var2

I would like to performed internal validation of the model by using a 
bootstrapping procedure and to study the stability of the stepwise 
selected model.

I am interested in determining which variables are consistently selected 
and to know the value of ROC curve within each sample using 
bootstrapping,  and then correct the regression coefficients and ROC 
curve for optimism.

This with commands bootstrap or vce(bootstrap). I found swoot.ado on the 
web:

http://fmwww.bc.edu/repec/bocode/s/swboot.ado

But don't work for dummy variables.

How can I make sure that the two or three categories are either both 
included or both excluded
(instead of just one) at each sample repetition from bootstrap?

I already unsuccesfully tried creating my own dummy variables: 
(var2_dummy1 var2_dummy2 var2_dummy3) and (var4_dummy1 var4_dummy2 
var4_dummy3).
And also how do I force the inclusion of some variables? because the 
command lockterm does not work with swboot.

So, if anyone can help me, I appreciate it.

Thanks in advance.

Fabio.
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